Can you imagine if the Saudis and Russians (really just the Saudis) hadn't cut production and the Saudi's weren't purposely cutting exports to the...
Warren Buffett without a doubt. At least as a contrarian value seeking investor, since he rarely sells anything. Best hedge fund traders are/were...
WTI supply is plentiful and there's no stopping exploding US shale production. Brent supply is tight and getting tighter, thanks to the Saudis and...
What does S&P Platt's run you?
Obviously they're correlated, probably over 90%. But do they move in tandem because of the popular spread between the two, or does one lead the...
What about WTI vs Brent? Which one leads? Does it depend on the time of the day (WTI during US hours, Brent during London hrs)?
The Fed's not lowering rates this year like the markets (equity and bonds) are foolishly pricing in. Oil prices will crash with equities and bonds...
Crude typically accounts for the biggest % of any energy or commodity index.
I keep reading that crude fundamentals are very bullish, and without the China-US trade bs and stock market skittishness, WTi would be trading $66...
How big is the rally when the market starts to ignore and shake off this trade war noise? Are we one higher than expected draw and one optimistic...
Implied Vol (as well as Realized) in WTI and Brent are close to the lows for the past year, and the put skew is abnormally steep relative to the...
Hi. Thanks for asking. I am currently using Vela's (formerly known as OptionsCity) Metro Platform. Most of their clients are prop groups and...
Probably best to incorporate a vol and directional bias (which is the same bet in my opinion) in your skew bets, it's unavoidable. And you can...
Well there are many ways to "skin a cat", and trading perceived mispriced skews and curve slopes within the term structure of an underlying, or...
Got it. You're just taking the normal distribution of historical returns of an asset and determining a Skew from observed data. Well, as you know...
Just curious, how would you calculate Skew from the historical returns of the underlying? That doesn't sound possible.
Not sure if observed skew behavior is a good predictor of future volatility (standard deviation on your chart). From what I've seen, they usually...
Vol has come down from multi-year highs (seen late last year),and along with it the inverted steepness of the calendars (in vol terms). If we...
Sure. I just ran my numbers on excel. these were done last night during a quiet evening session. Here they are: Expiry DTE Spot Price 90% Strike...
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